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Details for article 178 of 194 found articles
| Title: |
The relationship between inflation and different sources of inflation uncertainty in Turkey |
| Author: |
Telatar, Funda Telatar, Erdinc |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 10 (2003) nr. 7 pages 431-435 |
| Year: |
2003-05-15 |
| Contents: |
The relationship between inflation and different sources of inflation uncertainty is investigated in Turkey during the period of 1995:3-2000:12. A time-varying parameter model of inflation with heteroscedastic disturbances is used to generate different sources of inflation uncertainty and then Granger methods are employed to test for causality between inflation and different sources of inflation uncertainty. The findings show that there is a causative influence of inflation on its uncertainty arising due to time-varying parameters of the inflation model. No evidence is found on the correlation between inflation and inflation uncertainty arising due to heteroscedasticity in the disturbance terms. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 178 of 194 found articles
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